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Interpretation of point forecasts with unknown directive (replication data)
Point forecasts can be interpreted as functionals (i.e., point summaries) of predictive distributions. We extend methodology for the identification of the functional based on... -
Did Protestantism promote prosperity via higher human capital? Replicating th...
This paper shows that the Becker-Woessmann reformulation of the Weber thesis-Protestants were more prosperous in 19th-century Prussia because they had higher human capital-is... -
Sparse change‐point VAR models (replication data)
Change-point (CP) VAR models face a dimensionality curse due to the proliferation of parameters that arises when new breaks are detected. We introduce the Sparse CP-VAR model...